RATS Procedures
Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
120 topics • Page 1 of 5 • 1, 2, 3, 4, 5
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 4808 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- Heteroskedastic TVP-VAR, Long and Short Run Restrictions
by AhmedSahlool » Tue Jun 11, 2013 9:04 am - 3 Replies
- 408 Views
- Last post by TomDoan
Wed Jun 12, 2013 11:44 am
- Heteroskedastic TVP-VAR, Long and Short Run Restrictions
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- LSUnit (LM unit root test with multiple breaks)
1, 2
by TomDoan » Wed Mar 05, 2008 6:07 pm
- 20 Replies
- 10316 Views
- Last post by TomDoan
Tue May 21, 2013 9:45 pm
- LSUnit (LM unit root test with multiple breaks)
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- ENDERSGRANGER - Enders-Granger Threshold Unit Root Test
by TomDoan » Fri Nov 04, 2011 1:28 pm
- 0 Replies
- 1565 Views
- Last post by TomDoan
Thu May 16, 2013 9:50 am
- ENDERSGRANGER - Enders-Granger Threshold Unit Root Test
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- THRESHTEST - Regression with threshold breaks
by TomDoan » Fri Nov 04, 2011 12:43 pm
- 12 Replies
- 1288 Views
- Last post by Ana_Rita
Mon May 13, 2013 12:55 pm
- THRESHTEST - Regression with threshold breaks
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- ICSS Variance Break Procedure (revised)
by TomDoan » Thu May 05, 2011 11:22 am
- 8 Replies
- 1604 Views
- Last post by charbel
Fri May 10, 2013 3:27 pm
- ICSS Variance Break Procedure (revised)
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- MVARCHTEST - multivariate test for GARCH effects
by TomDoan » Mon Jan 17, 2011 5:03 pm
- 3 Replies
- 1092 Views
- Last post by LeCaptain
Thu May 09, 2013 10:22 am
- MVARCHTEST - multivariate test for GARCH effects
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- STARTEST - LM test for ESTAR/LSTAR effects
by TomDoan » Mon May 07, 2012 3:40 pm
- 2 Replies
- 1533 Views
- Last post by TomDoan
Wed Apr 17, 2013 1:57 pm
- STARTEST - LM test for ESTAR/LSTAR effects
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- REGSTRTEST - General LM Test for STR
by TomDoan » Wed Apr 17, 2013 1:51 pm
- 0 Replies
- 193 Views
- Last post by TomDoan
Wed Apr 17, 2013 1:51 pm
- REGSTRTEST - General LM Test for STR
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- MCFEVDTABLE (Confidence bands for FEVD)
by TomDoan » Thu May 05, 2011 1:31 pm
- 7 Replies
- 2160 Views
- Last post by TomDoan
Tue Apr 16, 2013 12:05 pm
- MCFEVDTABLE (Confidence bands for FEVD)
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- MCPROCESSIRF (Calculation of bands for IRF's)
by TomDoan » Wed Mar 23, 2011 7:11 pm
- 3 Replies
- 1233 Views
- Last post by nikosant82
Thu Apr 11, 2013 6:30 am
- MCPROCESSIRF (Calculation of bands for IRF's)
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- BAIPERRON Procedure (revised)
by TomDoan » Wed Dec 09, 2009 12:24 pm
- 4 Replies
- 2918 Views
- Last post by TomDoan
Mon Mar 25, 2013 10:58 am
- BAIPERRON Procedure (revised)
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- IPSHIN - Im-Pesaran-Shin Panel Unit Root
by TomDoan » Tue Jul 20, 2010 10:06 pm
- 5 Replies
- 2327 Views
- Last post by tflavin71
Fri Mar 15, 2013 5:35 pm
- IPSHIN - Im-Pesaran-Shin Panel Unit Root
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- PRINFACTORS - updated version
by TomDoan » Thu Jun 07, 2007 3:34 pm - 4 Replies
- 3444 Views
- Last post by TomDoan
Fri Mar 08, 2013 10:25 am
- PRINFACTORS - updated version
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- Clark-McCracken test
by juffa » Sun Feb 24, 2013 5:10 am - 1 Replies
- 274 Views
- Last post by tclark
Thu Mar 07, 2013 9:58 pm
- Clark-McCracken test
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- DISAGGREGATE - a general procedure for interpolation
1, 2 by TomDoan » Mon Apr 07, 2008 1:25 pm
- 21 Replies
- 10330 Views
- Last post by TomDoan
Wed Mar 06, 2013 2:14 pm
- DISAGGREGATE - a general procedure for interpolation
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- PANELTHRESH - Testing for threshold in FE estimates
by TomDoan » Mon Sep 12, 2011 3:47 pm
- 2 Replies
- 1014 Views
- Last post by TomDoan
Wed Feb 20, 2013 11:08 am
- PANELTHRESH - Testing for threshold in FE estimates
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- DMARIANO - Diebold-Mariano test (revised)
1, 2 by TomDoan » Fri Jun 25, 2010 3:56 pm
- 24 Replies
- 6962 Views
- Last post by IRJ
Wed Feb 20, 2013 7:52 am
- DMARIANO - Diebold-Mariano test (revised)
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- MVJB - Multivariate Jarque-Bera test
by TomDoan » Mon Jan 23, 2012 1:58 pm
- 2 Replies
- 638 Views
- Last post by TomDoan
Thu Dec 13, 2012 4:00 pm
- MVJB - Multivariate Jarque-Bera test
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- VARLAGSELECT - Automatic lag selection in a VAR
by TomDoan » Fri Nov 04, 2011 1:02 pm
- 2 Replies
- 1935 Views
- Last post by TomDoan
Thu Nov 15, 2012 12:21 pm
- VARLAGSELECT - Automatic lag selection in a VAR
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- VARIRF - Impulse responses from VAR
by TomDoan » Wed Jun 29, 2011 12:21 pm
- 11 Replies
- 2702 Views
- Last post by moderator
Tue Jul 24, 2012 9:25 am
- VARIRF - Impulse responses from VAR
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- EGTEST - Engle-Granger test for cointegration
by moderator » Sun Jul 22, 2012 10:27 am
- 0 Replies
- 1578 Views
- Last post by moderator
Sun Jul 22, 2012 10:27 am
- EGTEST - Engle-Granger test for cointegration
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- ARCHTEST - Test for ARCH/GARCH effects
by TomDoan » Sun Jul 15, 2012 5:49 pm
- 0 Replies
- 1468 Views
- Last post by TomDoan
Sun Jul 15, 2012 5:49 pm
- ARCHTEST - Test for ARCH/GARCH effects
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- ROLLREG - rolling (linear) regressions
1, 2 by TomDoan » Fri Jun 25, 2010 1:25 pm
- 16 Replies
- 3996 Views
- Last post by TomDoan
Mon Jul 09, 2012 7:51 pm
- ROLLREG - rolling (linear) regressions
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- RGSE - Semi-parametric estimator of long-memory parameter
by TomDoan » Tue Jul 03, 2012 4:52 pm
- 0 Replies
- 649 Views
- Last post by TomDoan
Tue Jul 03, 2012 4:52 pm
- RGSE - Semi-parametric estimator of long-memory parameter
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- TSECCTEST (Tse test for CC)
by TomDoan » Mon Aug 09, 2010 9:08 pm
- 0 Replies
- 1838 Views
- Last post by TomDoan
Fri Jun 29, 2012 9:23 am
- TSECCTEST (Tse test for CC)
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